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Futures aim to replicate the payoff profile of total-return swaps in a cost-efficient and standardized way and offer a listed solution for trading the implied equity repo rate.
A panel at the recent Eurex Derivatives Forum in Frankfurt discussed the growing market for listed derivatives and why indices are key in the transition from OTC to exchange trading. Futurization is linked to the customization of strategies, and experts said they see both growing.
Qontigo has partnered with Leverage Shares to provide indices for 25 innovative products that were listed on Mar. 17 and enable investors and traders to efficiently gain leveraged and short exposure to a set of underlying stocks.
Clarity AI announced today that it has closed a USD $15 million funding round led by Deutsche Börse AG and co-investor Mundi Ventures.
The gauge of Eurozone market volatility goes from second-lowest reading on record to highest since 2008 in a matter of days.
On Sept. 17, the rate on overnight Treasury-funded US repurchase agreements, or repos, jumped to an average of 5.25% from 2.43% the day before, with some trades settling as high as 9%.
Ever since the onset of the financial crisis in 2008, volatility has become a critical aspect for investors to consider in their portfolios.
This month, the STOXX® GC Pooling EUR Deferred Funding Rate (GC Pooling Deferred), a benchmark of overnight borrowing costs in Europe, turned five years old, as did the full STOXX GC Pooling money market curve.
The European Central Bank (ECB) recently conducted a market consultation to assess three candidate euro overnight rates as alternatives to the current benchmark EONIA, the long-established risk-free rate (RFR) for pan-European lending.
The secured interbank lending market may play a role in the search for a reliable indicator of the cost of funding in Europe.
